+2,285.7%
STM vs PNC
+3,154.9%
-869.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +1.4% | +4.4% | +5.1% |
| 30D | -1.0% | -3.8% | +2.8% | +0.9% |
| 3M | -33.3% | +9.0% | -42.3% | -36.2% |
| 6M | +57.4% | +16.6% | +40.7% | +45.9% |
| YTD | +102.2% | +20.4% | +81.8% | +84.0% |
| 1Y | +99.6% | +22.3% | +77.3% | +79.9% |
| 3Y | +14.5% | +124.5% | -110.0% | -23.1% |
| 5Y | +21.4% | +54.1% | -32.7% | -3.2% |
| 10Y | +695.0% | +276.3% | +418.7% | +306.6% |
| All | +2,285.7% | +3,154.9% | -869.1% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling